Correlation
The correlation between DFSPX and VSGX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
DFSPX vs. VSGX
Compare and contrast key facts about DFA International Sustainability Core 1 Portfolio (DFSPX) and Vanguard ESG International Stock ETF (VSGX).
DFSPX is managed by Dimensional Fund Advisors LP. It was launched on Mar 12, 2008. VSGX is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap ex US Choice Index.. It was launched on Sep 18, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSPX or VSGX.
Performance
DFSPX vs. VSGX - Performance Comparison
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Key characteristics
DFSPX:
1.05
VSGX:
0.83
DFSPX:
1.44
VSGX:
1.15
DFSPX:
1.20
VSGX:
1.15
DFSPX:
1.29
VSGX:
0.92
DFSPX:
3.67
VSGX:
2.92
DFSPX:
4.38%
VSGX:
4.34%
DFSPX:
16.15%
VSGX:
16.79%
DFSPX:
-55.89%
VSGX:
-33.10%
DFSPX:
-0.20%
VSGX:
-0.69%
Returns By Period
In the year-to-date period, DFSPX achieves a 17.68% return, which is significantly higher than VSGX's 12.85% return.
DFSPX
17.68%
5.24%
14.19%
16.88%
11.74%
11.69%
6.52%
VSGX
12.85%
4.71%
9.76%
13.88%
8.92%
9.38%
N/A
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DFSPX vs. VSGX - Expense Ratio Comparison
DFSPX has a 0.24% expense ratio, which is higher than VSGX's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
DFSPX vs. VSGX — Risk-Adjusted Performance Rank
DFSPX
VSGX
DFSPX vs. VSGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Sustainability Core 1 Portfolio (DFSPX) and Vanguard ESG International Stock ETF (VSGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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Dividends
DFSPX vs. VSGX - Dividend Comparison
DFSPX's dividend yield for the trailing twelve months is around 2.64%, less than VSGX's 2.88% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | 2.64% | 3.06% | 2.60% | 2.27% | 2.63% | 1.45% | 2.52% | 2.61% | 2.33% | 2.49% | 2.42% | 3.10% |
VSGX Vanguard ESG International Stock ETF | 2.88% | 3.10% | 2.77% | 2.61% | 2.49% | 1.67% | 2.28% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFSPX vs. VSGX - Drawdown Comparison
The maximum DFSPX drawdown since its inception was -55.89%, which is greater than VSGX's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for DFSPX and VSGX.
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Volatility
DFSPX vs. VSGX - Volatility Comparison
The current volatility for DFA International Sustainability Core 1 Portfolio (DFSPX) is 2.95%, while Vanguard ESG International Stock ETF (VSGX) has a volatility of 3.38%. This indicates that DFSPX experiences smaller price fluctuations and is considered to be less risky than VSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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